Enregistré dans:
Détails bibliographiques
Auteurs principaux: Ren, Hongrun, Xiong, Yun, You, Lei, Wang, Yingying, Xiong, Haixu, Zhu, Yangyong
Format: Preprint
Publié: 2025
Sujets:
Accès en ligne:https://arxiv.org/abs/2511.03368
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
_version_ 1866914546859376640
author Ren, Hongrun
Xiong, Yun
You, Lei
Wang, Yingying
Xiong, Haixu
Zhu, Yangyong
author_facet Ren, Hongrun
Xiong, Yun
You, Lei
Wang, Yingying
Xiong, Haixu
Zhu, Yangyong
contents The rise of the machine learning (ML) model economy has intertwined markets for training datasets and pre-trained models. However, most pricing approaches still separate data and model transactions or rely on broker-centric pipelines that favor one side. Recent studies of data markets with externalities capture buyer interactions but do not yield a simultaneous and symmetric mechanism across data sellers, model producers, and model buyers. We propose a unified data-model coupled market that treats dataset and model trading as a single system. A supply-side mapping transforms dataset payments into buyer-visible model quotations, while a demand-side mapping propagates buyer prices back to datasets through Shapley-based allocation. Together, they form a closed loop that links four interactions: supply-demand propagation in both directions and mutual coupling among buyers and among sellers. We prove that the joint operator is a standard interference function (SIF), guaranteeing existence, uniqueness, and global convergence of equilibrium prices. Experiments demonstrate efficient convergence and improved fairness compared with broker-centric and one-sided baselines. The code is available on https://github.com/HongrunRen1109/Triple-Win-Pricing.
format Preprint
id arxiv_https___arxiv_org_abs_2511_03368
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle TripleWin: Fixed-Point Equilibrium Pricing for Data-Model Coupled Markets
Ren, Hongrun
Xiong, Yun
You, Lei
Wang, Yingying
Xiong, Haixu
Zhu, Yangyong
Machine Learning
The rise of the machine learning (ML) model economy has intertwined markets for training datasets and pre-trained models. However, most pricing approaches still separate data and model transactions or rely on broker-centric pipelines that favor one side. Recent studies of data markets with externalities capture buyer interactions but do not yield a simultaneous and symmetric mechanism across data sellers, model producers, and model buyers. We propose a unified data-model coupled market that treats dataset and model trading as a single system. A supply-side mapping transforms dataset payments into buyer-visible model quotations, while a demand-side mapping propagates buyer prices back to datasets through Shapley-based allocation. Together, they form a closed loop that links four interactions: supply-demand propagation in both directions and mutual coupling among buyers and among sellers. We prove that the joint operator is a standard interference function (SIF), guaranteeing existence, uniqueness, and global convergence of equilibrium prices. Experiments demonstrate efficient convergence and improved fairness compared with broker-centric and one-sided baselines. The code is available on https://github.com/HongrunRen1109/Triple-Win-Pricing.
title TripleWin: Fixed-Point Equilibrium Pricing for Data-Model Coupled Markets
topic Machine Learning
url https://arxiv.org/abs/2511.03368